That's been the norm for at least the last 30 years.

Stores with a true physical presence don't go to gun shows. They don't need to. The vast majority of vendors at gun shows are what I'd call 'at-home FFLs.'

Consider how difficult it is for a mom and pop store with a real physical presence to compete with the big box stores and online bulk vendors. Now go one level smaller. A small store probably has tens of thousands of dollars in inventory. A big box store will have tens of thousands of dollars worth of a single firearm in stock, and that same is likely true for dozens of firearms they have in the store. The big stores buy in such a volume their price is well below small volume shops. They can sell at much lower prices and still make money.

There are deals to be found at gun shows, but its more like being a diamond hunter in that state park. You can find them, but its mostly about being at the right place at the right time and looking in the right spot, and you have to know what to look for.

I'd also point out that at regular gun stores, and even big box stores, you can haggle - even on new guns. Not every store does it, but as long as you don't go insultingly low plenty of places do it. You'd be surprised how much wiggle room you get some places, and what you can get tossed in. Another phrase people don't often think of to use at the gun store is "do you price match?" Some places will price match other local stores, including big box competitors.